I think this is probably a known issue, but I haven't been able to find a workaround on my own so far. I've got the following script loading in my web part. The script filters the list of names available in a multi-lookup column so that only those people from the same territory as the current list item appear on the left side. It works like a charm in IE10, but doesn't filter the available names in IE11 or Chrome.
<script type="text/javascript">
$(document).ready(function() {
$().SPServices.SPCascadeDropdowns({
listName: "Project Bids",
relationshipList: "Bidders",
relationshipListParentColumn: "Territory",
relationshipListChildColumn: "Full_x0020_Name",
parentColumn: "Territory",
childColumn: "Bidders"
});
});
</script>